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Brownian Motion

The Diffusion Equation and Some Properties of the Trajectories

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Introduction to Random Processes

Part of the book series: Springer Series in Soviet Mathematics ((SSSOV))

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Abstract

We consider a particle moving in a homogeneous fluid. It undergoes chaotic collisions with the molecules of the fluid, and as a result of this, it obeys a continuous disorder motion which is called Brownian motion.

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© 1987 Springer-Verlag Berlin Heidelberg

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Rozanov, Y.A. (1987). Brownian Motion. In: Introduction to Random Processes. Springer Series in Soviet Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-72717-7_5

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  • DOI: https://doi.org/10.1007/978-3-642-72717-7_5

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-72719-1

  • Online ISBN: 978-3-642-72717-7

  • eBook Packages: Springer Book Archive

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